Build QuantLib module (only). It will take about 15~30 minutes. Once finished you will find “QuantLib-vc140-x64-mt.lib” file in directory “C:\QuantLib-1.8\lib”.

퀀트 라이브러리 프로젝트 다운로드 받은 폴더에서 빌드를 실행하면, 하위 lib 폴더에 라이브러리 결과물이 떨어진다.

Run “Anaconda Prompt” from Start Menu. In the console window, goto directory “C:\QuantLib-SWIG-1.8\Python” and set the following environment variables:
set INCLUDE=C:\boost_1_61_0
set LIB=C:\boost_1_61_0\lib64-msvc-14.0
set QL_DIR=C:\QuantLib-1.8

아나콘다 하위 python 을 실행하여, 환경 변수를 위와 같이 맞춰준다.

빌드한 결과에 따라 경로는 달라질 것이다.

Stay in the console window, and type in the following commands to build and install:

python setup.py build
python setup.py install

위와 같이 실행하면 Anaconda 에 패키지가 설치된다.

Or you may want to create a distribution package (msi file) by issuing command:

python setup.py bdist_msi

You will find an installation file “QuantLib-Python-1.8.win-amd64-py3.5.msi” in directory “C:\QuantLib-SWIG-1.8\Python\dist”.

Pre-built Library

Below is the QuantLib-1.8 library built for 64-bit Windows and CPython 3.5:

QuantLib-Python-1.8.win-amd64-py3.5.msi

QuantLib Python for Linux

Prerequisite Downloads

You need to have the following items in your system. The guide was tested successfully in Ubuntu 16.04 (x64) with software versions stated below:

2-2) Wireless LAN card (USB-type)
If the wireless land card is USB plugged-in type (i.e. Laptop PC),
main-board should recognized it as a boot-able device.
However, most of people, active in ipxe-society, says it might not be possible in their opinions.